Report NEP-MST-2006-06-24This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.
The following items were announced in this report:
- Ingrid Lo & Stephen G. Sapp, 2006. "A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market," Working Papers 06-8, Bank of Canada.
- Neville Arjani, 2006. "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Working Papers 06-20, Bank of Canada.
- Marie Briere & Aurélie Cohen, 2006. "A quoi réagit le marchés des obligations privées?," Working Papers CEB 06-003.RS, ULB -- Universite Libre de Bruxelles.